V.I.E. Market Risk Analyst

Societe Generale is a global financial services company seeking a V.I.E. Market Risk Analyst for its Metrics Monitoring Group within the Risk division in New York. The role focuses on certifying risk, P&L, income attribution, Greeks, and sensitivity metrics for the equity derivatives trading business, while supporting regulatory projects and improving risk processes and systems.

What you'll do:

• Certify the main Risk metrics of each desk (VaR, STT and SVaR)
• Produce, Certify and publish the Risk and P&L metrics of the trading desk
• Be a major contributor to the different regulatory projects that impact the bank
• Work closely with the trading teams to develop a deep knowledge of their business and clients
• Certification of Greeks and sensitivities to different Risk factors (Spot, Volatility, Dividend, Repo, Forex etc)
• Certification of the Profit & Loss and Income Attribution of the trading desk
• Publish commentary about the Daily and Monthly P&L to senior management
• Liaison with other departments to Work on transversal and regulatory projects
• Continuous enhancement of P&L/Risk processes and systems using programming and ITEC teams for the global industrialized tools

What they're looking for:

• PLEASE NOTE that since this program is primarily an international development program, candidates cannot apply to a VIE assignment in their own country of citizenship
• • Graduate with a Master degre with a specialization in Finance
• • A previous experience in finance would be appreciated
• • Fluent in English (B2-C1)
• • Good communication and presentation skills
• • Proficient/Good command of MS Office
• • Proficient VBA/python programming
• • Knowledge of derivative instruments
• • Experience with powerBI preferred

Benefits:

• The VIE is a specific contract, under Business France’s eligibility criteria, opened to candidates under 28 and from the member states of the European Economic Space.
• You will be integrated into our teams and will learn every day alongside our experts, who will support you in your tasks.
• At the end of your VIE, various opportunities could be offered to you, in New York and abroad.
• Employees can dedicate several days per year to solidarity actions during their working hours, including sponsoring people struggling with their orientation or professional integration, participating in the financial education of young apprentices, and sharing their skills with charities.